Protective put strategy for financial investments.

The objectives in this study are to focus on selecting the optimal insurance level when employing a protective put strategy; investigate how the different factors in this strategy will affect the portfolio performance; and a comparison between the insured portfolio, an uninsured portfolio and an uni...

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Bibliographic Details
Main Authors: Goh, Jeffrey Chia Fook., Tan, Shereen Lifeng., Tay, Yee Ming.
Other Authors: Zhao, Yonggan
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9845
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Institution: Nanyang Technological University